Mild solutions to the dynamic programming equation for stochastic optimal control problems.
Viorel BarbuChiara BenazzoliLuca Di PersioPublished in: Autom. (2018)
Keyphrases
- optimal control problems
- optimal control
- dynamic programming
- production planning
- solving nonlinear
- differential equations
- infinite horizon
- control theory
- knapsack problem
- nonlinear equations
- markov decision processes
- optimal solution
- feasible solution
- machine learning
- control strategy
- multistage
- mathematical model
- multiple objectives
- optimal policy
- linear programming
- cost function
- reinforcement learning